+463.0%
KGC vs FIVE
+31.2%
+431.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.4% | -2.9% |
| 7D | -1.3% | +4.3% | -5.5% | -1.9% |
| 30D | +20.3% | +12.5% | +7.8% | +18.4% |
| 3M | +8.1% | +31.2% | -23.2% | +4.2% |
| 6M | -8.8% | +14.4% | -23.1% | -10.7% |
| YTD | +10.1% | +33.9% | -23.8% | +5.6% |
| 1Y | +44.2% | +65.1% | -20.8% | +34.6% |
| 3Y | +533.0% | +49.0% | +484.1% | +494.8% |
| All | +463.0% | +31.2% | +431.8% | +407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling